Choice of bandwidth for kernel regression when residuals are correlated (Q4037729)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 169070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Choice of bandwidth for kernel regression when residuals are correlated |
scientific article; zbMATH DE number 169070 |
Statements
Choice of bandwidth for kernel regression when residuals are correlated (English)
0 references
16 May 1993
0 references
bandwidth selection
0 references
correlated residuals
0 references
correlated errors
0 references
kernel estimator
0 references
nonparametric regression
0 references
plug-in bandwidth selector
0 references
stationary error variables
0 references
residual covariance function
0 references
0.9187681674957277
0 references
0.8799353241920471
0 references
0.8681246638298035
0 references
0.8574770092964172
0 references
